-99.8%
BIYA vs LH
+34.8%
-134.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -1.8% | -4.7% | +2.9% | -0.4% |
| 30D | -17.5% | -3.5% | -14.0% | -16.6% |
| 3M | -78.0% | +17.7% | -95.7% | -78.3% |
| 6M | -89.5% | +15.8% | -105.2% | -89.7% |
| YTD | -94.3% | +25.1% | -119.4% | -94.4% |
| 1Y | -98.6% | +12.5% | -111.1% | -98.6% |
| All | -99.8% | +34.8% | -134.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling